Basel II

Trichet still best bet for ECB job

Jean-Claude Trichet's trial is not an insurmountable obstacle to his accession to ECB presidency. But while the outcome is uncertain, French officials must come up with a back-up candidate, says Stephen Sandelius, Paris correspondent for Market News…

Commerzbank, IBM Mull Outsourcing Deal

FRANKFURT—In what looks like a pioneering deal, Commerzbank is working out the details of an IT outsourcing arrangement with IBM that would see the vendor take on responsibility not just for low-level infrastructure, but complete management of major…

Mercer snaps up Oliver Wyman

Mercer, a consulting division of New York-listed Marsh & McLennan, has bought specialist risk management and financial service practice consultants Oliver Wyman & Company for an undisclosed sum.

The Price May Not Be Right!

Significant events that occur after a market has closed—but before the fund is valued—may lead to consumers buying a fund at an incorrect price due to stale pricing.

BIS paper slams rating agencies

A new paper just published by the Bank for International Settlements' Monetary and Economic Department, titled 'Are credit ratings procyclical?' takes a critical view of rating agencies' activities.

EU committee overhauled

At the February 18 meeting of the Council of Economics and Finance Ministers (CEFM), a decision was taken to overhaul the structure of the Financial Services Policy Group (FSPG).

Continuous-linked settlement: Extending to Asia

Continuous-linked settlement – the initiative designed to eliminate forex settlement risk – went live at the end of last year. But with only Australia and Japan represented in the first batch of currencies, what will CLS mean for Asia’s banks?

Waiting for guidance

South Korea's banks have made huge strides in implementing risk management systems over the past few years, but Basel II is not yet a driving force, with banks waiting for the Korean regulator to publish local guidelines.

Risk management based on stochastic volatility

Risk management approaches that do not incorporate randomly changing volatility tend to under- or overestimate the risk, depending on current market conditions. We show how some popular stochastic volatility models in combination with the hyperbolic…

Self-assessments for scorecards

In this second and final paper on the scorecard approach to operational risk, Dresdner Bank's Ulrich Anders and Michael Sanstedt discuss the logistics of preparing and implementing the self-assessment questionnaire, before discussing the advantages and…

Sponsor's article > Don't count on buffers

One possible mitigator of the pro-cyclical impact of risk-sensitive capital requirements would be counter-cyclical changes in capital buffers. Empirical evidence on this issue is scarce and a new regulatory capital regime could well induce a behavioural…

McDonough paints brave new world of bank regulation

Echoing remarks made earlier in the week, William McDonough, president of the New York Federal Reserve Bank, stressed that the results of the third Quantitative Impact Statement (QIS3) being compiled at the moment show that few changes will have to be…

ORIAG paper published on FSA website

The Operational Risk Implementation Advisory Group (ORIAG), which is chaired by the UK's Financial Services Authority (FSA), has posted its working paper, "Implementation of the Capital Accord for Operational Risk" on its website.

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